Télécharger le livre :  Stein Estimation
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This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and...

Editeur : Springer
Parution : 2023-09-29
Collection : SpringerBriefs in Statistics
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52,99
Télécharger le livre :  Shrinkage Estimation
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This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known a priori or arise from a model. The goal is to construct estimators with...

Editeur : Springer
Parution : 2018-11-27
Collection : Springer Series in Statistics
PDF, ePub

148,39